First Trust NASDAQ ABA Community Bank Index Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.21% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0180 | 7.39 | |
| 0.8973 | 174.51 | |
| 0.0934 | 18.10 | |
| 0.0030 | 1.75 | |
| 0.0201 | 7.31 | |
| 0.9792 | 301.31 |
Estimation Period:
Jul 1, 2009 to Feb 13, 2026
Jul 1, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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